MSR Valuation Specialist
3 weeks ago
We are seeking a highly skilled MSR Valuation professional to join our team at Saaki Argus & Averil Consulting. As a leading US Mortgage organization, we are committed to delivering exceptional services to our clients.
Job SummaryThe MSR Valuation Specialist will be responsible for independently assessing and documenting the appropriateness of internal MSR valuations by validating model inputs and assumptions, understanding quantitative modeling techniques, and analyzing resulting valuations and cash flows.
Key Responsibilities- Independently identify, review, validate, and document all assumption changes
- Validate valuation sensitivity analysis under different shock scenarios
- Obtain, review, analyze, and present results of industry surveys and external market valuations
- Develop and provide required reporting per MSR valuation risk management policies and guidelines
- Develop and maintain efficient and transparent processes
- Bachelor's Degree Required (Master's in finance or economics Preferred)
- Experience- 10+ years
- Minimum 1 – 2 years experiences of using Ad&Co, MIAC and Data Raptor
- CFA/FRM certification preferred
- 3+ years experiences in residential mortgage banking industry with advanced knowledge of mortgage MSR valuation, cash flow modeling, and scenario test experiences
- Have a background in quantitative finance, and in-depth knowledge of modeling techniques and risk metrics associated with fixed income and options-based valuation and hedging techniques
- Strong computer/modeling skills with proficiency in Excel, VBA, and SQL
- SAS programing knowledge is a plus
- Strong verbal and written communication skills
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